+104.6%
MSI vs VSXY
+22.6%
+81.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | -18.7% | +17.9% | +0.5% |
| 3M | +13.9% | -4.0% | +17.9% | +14.0% |
| 6M | +1.3% | +67.5% | -66.1% | -3.2% |
| YTD | +22.3% | +39.7% | -17.4% | +18.0% |
| 1Y | -3.9% | +180.0% | -183.8% | -12.5% |
| 3Y | +69.9% | +337.3% | -267.4% | +40.3% |
| All | +104.6% | +22.6% | +81.9% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling